Summary
JANW
Prices · period metrics · 12M
NAV as of 20/07/2026
02/04/2025 → 02/04/2026
Return 9.91% Volatility 8.09% Sharpe 0.77
Official loaded data — not a live quote.

ALLIANZIM U.S. EQUITY BUFFER20 JAN ETF ALLIANZIM EQUITY LARGE CAP BUFFER20 JAN E...

Symbol: JANW

Exchange: BATS

Sector: Technology

Category: Defined Outcome

Inception date: 31/12/2020

Latest date: 20/07/2026

Current price: $38.74

Expense ratio: 0.74%

Assets under management
$345.2M
-0.15% daily change

Period performance

Adjusted cumulative ETF performance, normalized to the first available adjusted price in the selected period.

Adjusted return
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Performance metrics

Period total return

0.40%

Ann. -14.55% (Sharpe / Sortino numerator)

Volatility

8.88%

Sharpe ratio

-2.046

VaR 95%

-0.73%

CVaR 95%: -0.81%
Max drawdown: -3.18%
Sortino ratio: -3.980
Calmar ratio: -4.58

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

2.45%

Ann. -4.00% (Sharpe / Sortino numerator)

Volatility

6.43%

Sharpe ratio

-1.186

VaR 95%

-0.72%

CVaR 95%: -0.80%
Max drawdown: -3.65%
Sortino ratio: -1.813
Calmar ratio: -1.10

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

4.88%

Ann. 2.81% (Sharpe / Sortino numerator)

Volatility

5.19%

Sharpe ratio

-0.159

VaR 95%

-0.65%

CVaR 95%: -0.75%
Max drawdown: -3.65%
Sortino ratio: -0.211
Calmar ratio: 0.77

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

9.91%

Ann. 9.86% (Sharpe / Sortino numerator)

Volatility

8.09%

Sharpe ratio

0.770

VaR 95%

-0.68%

CVaR 95%: -1.18%
Max drawdown: -3.99%
Sortino ratio: 0.885
Calmar ratio: 2.47

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

19.54%

Ann. 8.21% (Sharpe / Sortino numerator)

Volatility

6.66%

Sharpe ratio

0.687

VaR 95%

-0.60%

CVaR 95%: -0.98%
Max drawdown: -8.66%
Sortino ratio: 0.780
Calmar ratio: 0.95

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Period total return

33.34%

Ann. 9.98% (Sharpe / Sortino numerator)

Volatility

6.15%

Sharpe ratio

1.033

VaR 95%

-0.56%

CVaR 95%: -0.89%
Max drawdown: -8.66%
Sortino ratio: 1.249
Calmar ratio: 1.15

The performance chart and period total return use a rolling window to the latest adjusted close. For 1M/3M/6M/... periods, default behavior is Yahoo-style rolling (first session on or after "latest date minus N calendar months" through the latest quote). If the calendar is already in a new month, the last quote is near month-end, and there is no current-month data yet, the window switches to N full calendar months ending in that quote month. Sharpe, Sortino, VaR and related metrics still come from the latest batch row. Sharpe/Sortino use annualized excess return versus the US risk-free rate, so a positive chart can still show a negative ratio if annualized return is below cash.

Daily returns for period 12M

Daily simple returns from the same adjusted closes used by the performance chart: 21/07/2025 - 20/07/2026.

Methodology: adjusted prices + daily simple return
Average daily return

0.038%

Best day

1.421%

31/03/2026
Worst day

-0.888%

26/03/2026
Days with data

250

Recent price history (last 90 days)

Date Open High Low Close Volume
20/07/2026 $38.80 $38.85 $38.73 $38.74 10,700
17/07/2026 $38.70 $38.81 $38.70 $38.74 18,100
16/07/2026 $38.86 $38.90 $38.81 $38.85 12,800
15/07/2026 $38.88 $38.94 $38.85 $38.90 9,200
14/07/2026 $38.82 $38.88 $38.82 $38.87 160,200
13/07/2026 $38.86 $38.87 $38.79 $38.80 15,200
10/07/2026 $38.82 $38.88 $38.82 $38.87 70,000
09/07/2026 $38.70 $38.85 $38.70 $38.83 79,000
08/07/2026 $38.67 $38.72 $38.63 $38.71 21,200
07/07/2026 $38.75 $38.78 $38.69 $38.73 54,400